+941.4%
PG vs ENTG
+1,275.8%
-334.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.1% |
| 7D | -3.4% | +8.9% | -12.3% | -4.0% |
| 30D | -2.6% | -0.8% | -1.8% | -2.7% |
| 3M | -3.3% | +6.6% | -9.9% | -4.7% |
| 6M | -6.7% | +22.1% | -28.8% | -9.3% |
| YTD | +1.7% | +70.2% | -68.4% | -3.9% |
| 1Y | -7.9% | +76.7% | -84.6% | -13.7% |
| 3Y | +0.9% | +50.5% | -49.5% | -6.2% |
| 5Y | +12.6% | +21.8% | -9.2% | +4.1% |
| 10Y | +117.2% | +811.7% | -694.5% | +66.7% |
| All | +941.4% | +1,275.8% | -334.3% | +544.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ENTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling